+1,018.6%
ILMN vs SBAC
+385.0%
+633.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.8% |
| 7D | -9.7% | +1.2% | -10.9% | -10.0% |
| 30D | -20.4% | +11.2% | -31.6% | -22.3% |
| 3M | +10.0% | +4.5% | +5.6% | +8.6% |
| 6M | +49.5% | -12.2% | +61.6% | +52.1% |
| YTD | +62.5% | -0.1% | +62.6% | +59.8% |
| 1Y | +76.0% | -0.3% | +76.2% | +73.1% |
| 3Y | +94.2% | -8.7% | +102.9% | +92.4% |
| 5Y | -46.3% | -40.2% | -6.2% | -42.0% |
| 10Y | +62.7% | +97.3% | -34.6% | +39.5% |
| All | +1,018.6% | +385.0% | +633.7% | +791.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling